This page reflects CC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
CC Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 8)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
20.00
0.28
0.20
0.40
-0.79
34
1,103
59.4%
0.286
0.2174
-0.039
0.009
0.001
20.50
0.66
0.15
0.30
-0.14
1
1,788
63.9%
0.212
0.1723
-0.035
0.008
0.001
21.00
0.17
0.05
0.35
-0.46
3
7
71.9%
0.173
0.1353
-0.035
0.007
0.001
21.50
0.12
0.00
0.40
-1.03
1
14
82.0%
0.154
0.1099
-0.037
0.006
0.001
22.00
0.10
0.00
0.40
-0.25
5
9
91.8%
0.140
0.0922
-0.039
0.006
0.000
22.50
0.15
0.00
0.25
-0.10
6
6
88.3%
0.095
0.0727
-0.028
0.004
0.000
23.00
0.15
0.00
0.25
0.00
1
15
96.1%
0.087
0.0626
-0.029
0.004
0.000
23.50
0.21
0.00
0.30
-0.26
1
4
109.0%
0.093
0.0579
-0.034
0.004
0.000
25.00
0.05
0.00
0.35
0.00
1
12
135.9%
0.087
0.0444
-0.041
0.004
0.000
25.50
0.20
0.00
0.20
0.00
3
4
125.8%
0.055
0.0338
-0.027
0.003
0.000
26.00
0.37
0.00
0.20
0.00
0
1
132.0%
0.053
0.0311
-0.027
0.003
0.000
27.00
0.11
0.00
0.20
0.00
3
6
143.8%
0.049
0.0266
-0.027
0.003
0.000
27.50
0.06
0.00
0.65
0.00
0
1
197.3%
0.113
0.0369
-0.071
0.005
0.000
28.00
0.15
0.00
0.65
0.00
1
1
203.5%
0.109
0.0349
-0.072
0.005
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
16.00
0.35
0.00
0.10
0.00
0
2
75.0%
-0.043
0.0461
-0.013
0.002
-0.000
16.50
0.10
0.00
0.15
0.00
1
2
70.7%
-0.066
0.0692
-0.017
0.003
-0.000
17.00
0.05
0.00
0.35
0.00
50
56
76.6%
-0.132
0.1063
-0.031
0.006
-0.001
17.50
0.15
0.15
0.25
0.00
2
9
66.4%
-0.170
0.1446
-0.031
0.007
-0.001
18.00
0.35
0.20
0.35
0.15
11
11
60.5%
-0.241
0.1955
-0.035
0.008
-0.001
18.50
0.49
0.35
0.50
0.29
125
12
58.6%
-0.350
0.2401
-0.040
0.010
-0.001
19.00
0.66
0.45
0.75
0.41
224
8
53.9%
-0.478
0.2807
-0.039
0.010
-0.002
19.50
0.94
0.80
1.30
0.55
22
26
68.8%
-0.584
0.2156
-0.049
0.010
-0.002
20.00
1.23
0.75
1.80
0.76
11
44
57.8%
-0.720
0.2211
-0.035
0.009
-0.003
20.50
0.82
1.15
2.45
0.00
1
3
73.4%
-0.753
0.1634
-0.042
0.008
-0.003
21.00
1.47
1.30
2.65
-0.12
2
18
122.3%
-0.691
0.1095
-0.079
0.009
-0.003
21.50
1.14
1.55
3.20
0.00
10
12
139.8%
-0.703
0.0939
-0.089
0.009
-0.003
22.00
2.28
2.00
4.00
0.00
2
2
181.4%
-0.675
0.0754
-0.121
0.009
-0.003
24.00
4.53
3.30
6.00
0.00
1
0
225.0%
-0.722
0.0566
-0.140
0.009
-0.004
30.00
8.31
9.80
11.60
0.00
0
1
272.1%
-0.846
0.0331
-0.118
0.006
-0.005
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.